+195.6%
STT vs SIRI
-24.2%
+219.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.0% | -3.9% | +4.9% | +1.6% |
| 30D | +2.8% | -0.8% | +3.6% | +2.9% |
| 3M | +18.1% | +4.3% | +13.8% | +17.0% |
| 6M | +59.2% | +34.1% | +25.2% | +51.0% |
| YTD | +51.5% | +47.3% | +4.2% | +41.1% |
| 1Y | +75.7% | +22.9% | +52.7% | +68.3% |
| All | +195.6% | -24.2% | +219.8% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling